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subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Business cycle"
~subject:"Preistheorie"
~subject:"United Kingdom"
~type_genre:"Working Paper"
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Volatility
Business cycle
Preistheorie
United Kingdom
Estimation
9
Schätzung
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Theorie
7
Theory
7
ARCH model
2
ARCH-Modell
2
Price theory
2
Securities trading
2
Time series analysis
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USA
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Volatilität
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1871-2000
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Großbritannien
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English
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Brunetti, Celso
1
Christiansen, Charlotte
1
Engsted, Tom
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Tanggaard, Carsten
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Economic Performance
13
Institut für Weltwirtschaft
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Public Sector Economics Research Centre <Leicester>
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University of Sheffield / Department of Economics
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University of York / Department of Economics and Related Studies
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Queen Mary College / Department of Economics
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Deutsches Institut für Wirtschaftsforschung
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National Bureau of Economic Research
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National Institute of Economic and Social Research
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Bonn Graduate School of Economics
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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School of Economics, Mathematics and Statistics <London>
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Türkiye Cumhuriyet Merkez Bankası
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University of Nottingham / Centre for Research on Globalisation and Labour Markets
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University of Strathclyde / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
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